Re: First filled API Order completes longer than subsequent ones (100x or more)
J¨¹rgen,
A few great ideas here, thanks!? I'll try the manual and WhatIf order routes - that makes the most sense - and it could just be a market dynamic as well.? Will close the loop after a bit
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tjisana
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#49902
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Re: Version updates and bugs
There's also 985 at https://ninjatrader.com/ninjatrader/TWS/Trader-Workstation-985-1g.exe
You can probably guess at other versions.
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Hilmar
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#49901
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Re: Version updates and bugs
You can download 981 at https://ninjatrader.com/ninjatrader/TWS/Trader-Workstation-981-3i.exe
the TWS release notes ( https://www.interactivebrokers.com/en/index.php?f=1657 )? don't mention a
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Hilmar
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#49900
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Re: tickByTickBidAsk bid size is alway is equal to ask size
That email is probably a good start. You could also file a ticket from the account management function when you are logged into your "real" account in the Client Web Portal. I believe "API" was one of
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J¨¹rgen Reinold
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#49899
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Re: First filled API Order completes longer than subsequent ones (100x or more)
Nothing is impossible, but I somehow cannot convince myself (yet?) that what you see is an issue with TWS API, TWS, or the paper account. Is there any chance that the kind of order you are placing
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J¨¹rgen Reinold
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#49898
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Re: tickByTickBidAsk bid size is alway is equal to ask size
J¨¹rgen
Do you by any chance know how to file a bug report. I sent email at [email protected],? (whatever i found online), but now quite sure if this is the best way to reach developers?
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GreenGreen
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#49897
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Re: Version updates and bugs
Thanks! I have two questions left:
1) Do you know where I can download safely *older offline* versions? I can't find older versions.
2) How can I see the difference between online and offline
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@Nick64
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#49896
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Re: First filled API Order completes longer than subsequent ones (100x or more)
FreeGold,
That's the thing, I send a few API requests at setup to get option chain expirations, last underlying prices, and quotes before the first order entry.? I figured things should be good
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tjisana
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#49895
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Re: Shortable instruments
The FTP site for borrow availability is more like an estimate.? It's not accurate.? Use the API for the correct numbers.
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FreeGoldRush
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#49894
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Re: Version updates and bugs
I use the offline versions (stable or latest). They don't update automatically. That way I control when an update happens. I can also have multiple versions installed since each numbered version has
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Hilmar
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#49893
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Re: BidAsk and Last reqTickByTickData and ignoreSize parameter
Thank you, I found it in logs! Bid and Ask size a bit too large, but it seems like I need to troubleshoot it separately.
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GreenGreen
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#49892
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Re: BidAsk and Last reqTickByTickData and ignoreSize parameter
I'd consult TWS/IBGW logs again to check whether only one "Last" message is sent or whether there are multiple that get lost on the client side.
J¨¹rgen
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J¨¹rgen Reinold
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#49891
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Re: BidAsk and Last reqTickByTickData and ignoreSize parameter
To troubleshoot I requested Last price without requesting BidAsk and I see that there are multiple trades every second.
I also ran my original code for 250 seconds with the same outcome: one LAST
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GreenGreen
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#49890
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Re: tickByTickBidAsk bid size is alway is equal to ask size
I just update IBGW to the most recent version: 10.12.2u. The issue is still present. Logs confirm it.
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GreenGreen
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#49889
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Re: BidAsk and Last reqTickByTickData and ignoreSize parameter
You only get tickByTickLast callbacks when trades actually take place. Looks like your test runs for only 35 seconds and JETS is very lightly traded and can currently have no trades for over a minute.
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J¨¹rgen Reinold
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#49888
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Re: tickByTickBidAsk bid size is alway is equal to ask size
In these cases, the API log or IBGW client tab are definitely the first place you want to check.
Did you try a different version of TWS/IBGW?
J¨¹rgen
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J¨¹rgen Reinold
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#49887
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Re: tickByTickBidAsk bid size is alway is equal to ask size
Thank you so much! I did not realize that I can check logs.
From what I see on log (rather Client) tab:
19:05:45:004 -> ---,99-1-3-1661195145-413.05-413.07-1200-1200-0-
19:05:45:004 ->
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GreenGreen
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#49886
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BidAsk and Last reqTickByTickData and ignoreSize parameter
I am requesting BidAsk and Last price data with?reqTickByTickData. In both requests I set ignoreSize = False. In what arrives I only see one entry for last price and everything else is BidAsk data. I
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GreenGreen
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#49885
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Re: tickByTickBidAsk bid size is alway is equal to ask size
Have you verified in TWS/IBGW API logs that TWS/IBGW indeed always send the same value for askSize and bidSize in tickByTickBidAsk callbacks for SPY? It would be time for a ticket with IBKR if that is
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J¨¹rgen Reinold
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#49884
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tickByTickBidAsk bid size is alway is equal to ask size
I am requesting tick-by-tick bid ask data for SPY. In what arrives bid size is always equal to ask size. Is this expected behaviour or a bug?
Here is my code:
from ibapi.client import EClient
from
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GreenGreen
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#49883
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